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Crocs CROX 152.93 -6.91 -4.32%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $154.13
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$3.00 $151.13 – $157.12 $150.53 – $157.72 $147.71 – $160.54
2 sessions ±2.7% ±$4.16 $149.96 – $158.29 $149.09 – $159.16 $145.15 – $163.10
3 sessions ±3.4% ±$5.25 $148.88 – $159.37 $147.88 – $160.37 $142.98 – $165.27
1 week ±4.3% ±$6.66 $147.47 – $160.78 $145.99 – $162.26 $139.95 – $168.30
2 weeks ±6.1% ±$9.34 $144.79 – $163.46 $142.58 – $165.67 $134.21 – $174.04
3 weeks ±7.3% ±$11.31 $142.81 – $165.44 $140.05 – $168.20 $130.20 – $178.05
1 month ±8.6% ±$13.25 $140.87 – $167.38 $137.59 – $170.66 $126.03 – $182.22
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±11.29%
Average actual move
20.49%
Beyond the implied move
3 / 4
Median IV change
-39.35%
Reaction session Implied Actual Used ATM IV before → after
February 12, 2026 ±12.33% +19.01% 1.54× —
August 07, 2025 ±10.18% -29.24% 2.87× —
May 08, 2025 ±10.42% +9.82% 0.94× 74.6% → 49.9%
February 13, 2025 ±12.21% +23.89% 1.96× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →